RicardoSantos

[STRATEGY][RS]CyberPC Strategy 01 V0

Request for: CyberPC
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//@version=2
strategy(title='[STRATEGY][RS]CyberPC Strategy 01 V0', shorttitle='S', overlay=false)
//  ||---   RSI
rsi_length = input(title='RSI Length:', type=integer, defval=4)
rsi_src = input(title='RSI Source:', type=source, defval=close)
rsi_value = rsi(rsi_src, rsi_length)
//  ||---   MFI
mfi_length = input(title='MFI Length:', type=integer, defval=4, minval=1, maxval=2000)
mfi_src = input(title='MFI Source:', type=source, defval=hlc3)
mfi_upper = sum(volume * (change(mfi_src) <= 0 ? 0 : mfi_src), mfi_length)
mfi_lower = sum(volume * (change(mfi_src) >= 0 ? 0 : mfi_src), mfi_length)
mfi_value = rsi(mfi_upper, mfi_lower)
//  ||---   DeMarker indicator by PasqualeAntonio
per=input(title='DeMarkerPeriod', type=integer, defval=4)
demax=high>high[1] ? high-high[1] : 0   
demin=low<low[1] ? low[1]-low : 0
demax_av=sma(demax,per)
demin_av=sma(demin,per)
demarker_value=demax_av/(demax_av+demin_av)
//  ||---

//max_order_per_day = input(6)
//strategy.risk.max_intraday_filled_orders(max_order_per_day)
trade_size_as_equity_factor = input(false)
trade_size = input(type=float, defval=10000.00) * (trade_size_as_equity_factor ? strategy.equity : 1)
take_profit_in_points = input(100000)
stop_loss_in_points = input(100000)
trail_in_points = input(100000)

//  ||---   Strategy:

plot(title='Equity', series=strategy.equity, color=black, transp=0)
plot(title='Net', series=strategy.initial_capital+strategy.netprofit, color=lime, transp=0)
//USE_SESSION = input(true)
//trade_session = input(title='Trade Session:', type=string, defval='0400-1500', confirm=false)
istradingsession = true//not USE_SESSION ? true : not na(time('1', trade_session))

buy_entry = istradingsession and rsi_value > 95 and mfi_value >= 100 and demarker_value >= 1
sel_entry = istradingsession and rsi_value < 5 and mfi_value <= 0 and demarker_value <= 0

strategy.entry('buy', long=true, qty=trade_size, when=buy_entry)
strategy.entry('sel', long=false, qty=trade_size, when=sel_entry)

strategy.exit('buy.Exit', from_entry='buy', profit=take_profit_in_points, loss=stop_loss_in_points, trail_points=trail_in_points, trail_offset=trail_in_points)
strategy.exit('sel.Exit', from_entry='sel', profit=take_profit_in_points, loss=stop_loss_in_points, trail_points=trail_in_points, trail_offset=trail_in_points)
//strategy.close_all(when=not istradingsession)
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